+126.0%
GOOGL vs HAS
+212.5%
-86.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +3.9% | +1.4% | +2.5% | +3.6% |
| 30D | -14.9% | +26.3% | -41.2% | -18.0% |
| 3M | -14.6% | +25.6% | -40.2% | -17.6% |
| 6M | -26.4% | +30.3% | -56.7% | -29.7% |
| YTD | -5.3% | +50.4% | -55.7% | -12.0% |
| 1Y | +6.5% | +57.7% | -51.3% | -2.0% |
| 3Y | +126.0% | +213.4% | -87.3% | +85.1% |
| All | +126.0% | +212.5% | -86.5% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling